Combine milk, cloves, 1/2 teaspoon vanilla, and cinnamon in a saucepan, and heat on low for 5 minutes. Slowly bring to a boil. In a large bowl, combine egg yolks and sugar, whisk until fluffy. Whisk hot milk mixture slowly into the eggs. Pour mixture into saucepan. Cook over medium heat, stirring constantly for 3 minutes. Do not allow mixture to boil. Strain to remove cloves, and let cool for about an hour. Stir in rum, cream, 2 teaspoon vanilla, and nutmeg. Refrigerate overnight.